Gibbs' theorem, which is originally intended for canonical ensembles with complete statistics has been generalized to open systems with incomplete statistics. As a result of this generalization, it is shown that the stationary equilibrium distribution of inverse power law form associated with the incomplete statistics has maximum entropy even for open systems with energy or matter influx. The renormalized entropy definition given in this paper can also serve as a measure of self-organization in open systems described by incomplete statistics.
We use a Hamiltonian dynamics to discuss the statistical mechanics of long-lasting quasi-stationary states particularly relevant for long-range interacting systems. Despite the presence of an anomalous single-particle velocity distribution, we find that the Central Limit Theorem implies the Boltzmann expression in Gibbs' $Γ$-space. We identify the nonequilibrium sub-manifold of $Γ$-space characterizing the anomalous behavior and show that by restricting the Boltzmann-Gibbs approach to this sub-manifold we obtain the statistical mechanics of the quasi-stationary states.
As well known, Boltzmann-Gibbs statistics is the correct way of thermostatistically approaching ergodic systems. On the other hand, nontrivial ergodicity breakdown and strong correlations typically drag the system into out-of-equilibrium states where Boltzmann-Gibbs statistics fails. For a wide class of such systems, it has been shown in recent years that the correct approach is to use Tsallis statistics instead. Here we show how the dynamics of the paradigmatic conservative (area-preserving) standard map exhibits, in an exceptionally clear manner, the crossing from one statistics to the other…
We propose a generalisation of Gibbs' statistical mechanics into the domain of non-negligible phase space correlations. Derived are the probability distribution and entropy as a generalised ensemble average, replacing Gibbs-Boltzmann-Shannon's entropy definition enabling construction of new forms of statistical mechanics. The general entropy may also be of importance in information theory and data analysis. Application to generalised Lorentzian phase space elements yields the Gibbs-Lorentzian power law probability distribution and statistical mechanics. Details can be found in arXiv:1406.6639
Statistical mechanics is generalized on the basis of an information theory for inexact or incomplete probability distributions. A parameterized normalization is proposed and leads to a nonextensive entropy. The resulting incomplete statistical mechanics is proved to have the same theoretical characteristics as Tsallis one based on the conventional normalization.
We derive and study quasicanonical Gibbs distribution function which is characterized by the thermostat with finite number of particles (quasithermostat). We show that this naturally leads to Tsallis nonextensive statistics and thermodynamics, with Tsallis parameter q is found to be related to the number of particles in the quasithermostat. We show that the chi-square distribution of fluctuating temperature used recently by Beck can be partially understood in terms of normal random momenta of particles in the quasithermostat. Also, we discuss on the importance of the time scale hierarchy and f…
We consider an overdamped Brownian particle subject to an asymptotically flat potential with a trap of depth $U_0$ around the origin. When the temperature is small compared to the trap depth ($ξ=k_B T/U_0 \ll 1$), there exists a range of timescales over which physical observables remain practically constant. This range can be very long, of the order of the Arrhenius factor ${\rm e}^{1/ξ}$. For these quasi-equilibrium states, the usual Boltzmann-Gibbs recipe does not work, since the partition function is divergent due to the flatness of the potential at long distances. However, we show that the…
We show that the zeroth law of thermodynamics holds within an alternative version of nonextensive statistical mechanics based on {\it incomplete probability distribution}. The generalized zeroth law leads to a generalized definition of thermodynamic functions which are possible to be used for systems with important nonextensivity (nonadditivity) in energy, volume or other external variables.
We generalize the convex duality symmetry in Gibbs' statistical ensemble formulation, between Massieu's free entropy $Φ_{V,N} (β)$ and the Gibbs entropy $φ_{V,N}(u)$ as a function of mean internal energy $u$. The duality tells us that Gibbs thermodynamic entropy is to the law of large numbers (LLN) for arithmetic sample means what Shannon's information entropy is to the LLN for empirical counting frequencies. Following the same logic, we identify $u$ as the conjugate variable to counting frequency, a Hamilton-Jacobi equation for Shannon entropy as an equation of state, and suggest an eigenvalu…
The Boltzmann-Gibbs density, a central result of equilibrium statistical mechanics, relates the energy of a system in contact with a thermal bath to its equilibrium statistics. This relation is lost for non-thermal systems such as cold atoms in optical lattices, where the heat bath is replaced by the laser beams of the lattice. We investigate in detail the stationary phase-space probability for Sisyphus cooling under harmonic confinement. In particular, we elucidate whether the total energy of the system still describes its stationary state statistics. We find that this is true for the center …
In this work, we demonstrate the inappropriateness of the Boltzmann-Gibbs log-formulation of the physical Clausius entropy $S$ in connecting thermodynamics and phase space statistics. To achieve our goal, we study thermodynamically the simple case of ideal gases embedded in a finite heat bath and compare the derived equations with the phase space statistical ones obtained within the canonical ensemble. We then show that the results of the aforementioned approaches contradict to each other even in the dilute gas limit (infinite heat bath) if we request the identification of the Boltmann-Gibbs f…
Lima et al recently claim that ({\em Chaos, Solitons $&$ Fractals,} 2004;19:1005)the entropy for the incomplete statistics based on the normalization$\sum_ip_i^q=1$ should be $S=-\sum_ip_i^{2q-1}\ln_qp_i$ instead of$S=-\sum_ip_i^{q}\ln_qp_i$ initially proposed by Wang. We indicate here that thisconclusion is a result of erroneous use of temperature definition for the incompletestatistics.
We introduce the hypothesis of incomplete information into the fractional exclusion statistics in order to apply the latter to some correlated heavy fermion systems. It is shown that the actual inexplicit distribution function of FES may be replaced by an equivalent explicit one of which the form does not change with $α$ value.
The Boltzmann and Gibbs approaches to statistical mechanics have very different definitions of equilibrium and entropy. The problems associated with this are discussed and it is suggested that they can be resolved, to produce a version of statistical mechanics incorporating both approaches, by redefining equilibrium not as a binary property (being/not being in equilibrium) but as a continuous property (degrees of equilibrium) measured by the Boltzmann entropy and by introducing the idea of thermodynamic-like behaviour for the Boltzmann entropy. The Kac ring model is used as an example to test …
Very recently, the validity of the concept of negative temperature has been challenged by several authors since they consider Boltzmann's entropy (that allows negative temperatures) inconsistent from a mathematical and statistical point of view, whereas they consider Gibbs' entropy (that does not admit negative temperatures) the correct definition for microcanonical entropy. In the present paper we prove that for systems with equivalence of the statistical ensembles Boltzmann entropy is the correct microcanonical entropy. Analytical results on two systems supporting negative temperatures, conf…
We prove that information-theoretic maximum entropy (MaxEnt) approach to canonical ensemble is mathematically equivalent to the classic approach of Boltzmann, Gibbs and Darwin-Fowler. The two approaches, however, "interpret" a same mathematical theorem differently; most notably observing mean-energy in the former and energy conservation in the latter. However, applying the same MaxEnt method to grand canonical ensemble fails; while carefully following the classic approach based on Boltzmann's microcanonical {\em equal probability a priori} produces the correct statistics: One does not need to …
We comment on some open questions and theoretical peculiarities in Tsallis nonextensive statistical mechanics. It is shown that the theoretical basis of the successful Tsallis' generalized exponential distribution shows some worrying properties with the conventional normalization and the escort probability. These theoretical difficulties may be avoided by introducing an so called incomplete normalization allowing to deduce Tsallis' generalized distribution in a more convincing and consistent way.
In order to overcome the limitations of the original expression of the probability distribution appearing in literature of Incomplete Statistics, a new expression of the probability distribution is derived, where the Lagrange multiplier %B% introduced here is proved to be identical with that introduced in the second and third choices for the internal energy constraint in Tsallis' statistics and to be just equal to the physical inverse temperature. It is expounded that the probability distribution described by the new expression is invariant through uniform translation of the energy spectrum. M…
General relationship between mean Boltzmann entropy and Gibbs entropy is established. It is found that their difference is equal to fluctuation entropy, which is a Gibbs-like entropy of macroscopic quantities. The ratio of the fluctuation entropy and mean Boltzmann, or Gibbs entropy vanishes in the thermodynamic limit for a system of distinguishable and independent particles. It is argued that large fluctuation entropy clearly indicates the limit where standard statistical approach should be modified, or extended using other methods like renormalization group.
What is the best description that we can construct of a thermodynamic system that is not in equilibrium, given only one, or a few, extra parameters over and above those needed for a description of the same system at equilibrium? Here, we argue the most appropriate additional parameter is the non-equilibrium entropy of the system, and that we should not attempt to estimate the probability distribution of the system, but rather the metaprobability (or hyperensemble) that the system is described by a particular probability distribution. The result is an entropic distribution with two parameters, …
Introducing the Boltzmann distribution very early in a statistical thermodynamics course (in the spirit of Feynmann) has many didactic advantages, in particular that of easily deriving the Gibbs entropy formula. In this note, a short derivation is proposed from the fundamental postulate of statistical mechanics and basics calculations accessible to undergraduate students.
On the basis of the entropy of incomplete statistics (IS) and the joint probability factorization condition, two controversial problems existing in IS are investigated, where one is what the correct expression of the internal energy for a composite system is and the other is whether the zeroth law of thermodynamics is true or not. Some new equivalent expressions of the internal energy of a composite system are derived through a precise mathematical calculation. Moreover, a self-consistent calculation is used to expound that the zeroth law of thermodynamics is also suitable for IS, but it can't…
We introduce a mathematical framework where the statistics of spikes trains, produced by neural networks evolving under synaptic plasticity, can be analysed.
The incomplete nonextensive statistics in the canonical and microcanonical ensembles is explored in the general case and in a particular case for the ideal gas. By exact analytical results for the ideal gas it is shown that taking the thermodynamic limit, with $z=q/(1-q)$ being an extensive variable of state, the incomplete nonextensive statistics satisfies the requirements of equilibrium thermodynamics. The thermodynamical potential of the statistical ensemble is a homogeneous function of the first degree of the extensive variables of state. In this case, the incomplete nonextensive statistic…
We reconsider the Boltzmann-Gibbs statistical ensemble in thermodynamics using the multinomial coefficient approach. We show that an ensemble is defined by the determination of four statistical quantities, the element probabilities $p_i$, the configuration probabilities $P_j$, the entropy $S$ and the extremum constraints (EC). This distinction is of central importance for the understanding of the conditions under which a microcanonical, canonical and macrocanonical ensemble is defined. These three ensembles are characterized by the conservation of their sizes. A variation of the ensemble size …
The nonextensive statistics based on the $q$-entropy $S_q=-\frac{\sum_{i=1}^v(p_i-p_i^q)}{1-q}$ has been so far applied to systems in which the $q$ value is uniformly distributed. For the systems containing different $q$'s, the applicability of the theory is still a matter of investigation. The difficulty is that the class of systems to which the theory can be applied is actually limited by the usual nonadditivity rule of entropy which is no more valid when the systems contain non uniform distribution of $q$ values. In this paper, within the framework of the so called incomplete information th…
The fact that mean field theory is appropriate to describe an Ising model with long-range interactions has been already shown by Cannas and Tamarit. Although not explicited in our Letter, we have used periodic boundary conditions in all our simulations, such that the maximum possible distance between two lattice sites is L/2. We make no specific comments about the validity (or lack of validity) of Boltzmann-Gibbs statistical mechanics to describe long-range systems. Our paper does nothing but to compare the scaling functions derived from Boltzman-Gibbs statistics from those derived from the us…
The Renyi statistics in the canonical and microcanonical ensembles is examined in the general case and in particular for the ideal gas. In the microcanonical ensemble the Renyi statistics is equivalent with the Boltzmann-Gibbs statistics. By the exact analytical results for the ideal gas, it is shown that in the canonical ensemble in the thermodynamic limit the Renyi statistics is also equivalent with the Boltzmann-Gibbs statistics. Furthermore it satisfies the requirements of the equilibrium thermodynamics, i.e. the thermodynamical potential of the statistical ensemble is a homogeneous functi…
We study a particle immersed in a heat bath, in the presence of an external force which decays at least as rapidly as $1/x$, for example a particle interacting with a surface through a Lennard-Jones or a logarithmic potential. As time increases, our system approaches a non-normalizable Boltzmann state. We study observables, such as the energy, which are integrable with respect to this asymptotic thermal state, calculating both time and ensemble averages. We derive a useful canonical-like ensemble which is defined out of equilibrium, using a maximum entropy principle, where the constraints are:…
By randomly removing a fraction of levels from a given spectrum a model is constructed that describes a crossover from this spectrum to a Poisson spectrum. The formalism is applied to the transitions towards Poisson from random matrix theory (RMT) spectra and picket fence spectra. It is shown that the Fredholm determinant formalism of RMT extends naturally to describe incomplete RMT spectra.
Entropic dynamics is a framework in which the laws of dynamics are derived as an application of entropic methods of inference. Its successes include the derivation of quantum mechanics and quantum field theory from probabilistic principles. Here we develop the entropic dynamics of a system the state of which is described by a probability distribution. Thus, the dynamics unfolds on a statistical manifold which is automatically endowed by a metric structure provided by information geometry. The curvature of the manifold has a significant influence. We focus our dynamics on the statistical manifo…
The long-standing puzzle surrounding the statistical mechanics of self-gravitating systems has not yet been solved successfully. We formulate a systematic theoretical framework of entropy-based statistical mechanics for spherically symmetric collisionless self-gravitating systems. We use an approach that is very different from that of the conventional statistical mechanics of short-range interaction systems. We demonstrate that the equilibrium states of self-gravitating systems consist of both mechanical and statistical equilibria, with the former characterized by a series of velocity-moment e…
We develop the argument that the Gibbs-von Neumann entropy is the appropriate statistical mechanical generalisation of the thermodynamic entropy, for macroscopic and microscopic systems, whether in thermal equilibrium or not, as a consequence of Hamiltonian dynamics. The mathematical treatment utilises well known results [Gib02, Tol38, Weh78, Par89], but most importantly, incorporates a variety of arguments on the phenomenological properties of thermal states [Szi25, TQ63, HK65, GB91] and of statistical distributions[HG76, PW78, Len78]. This enables the identification of the canonical distribu…
Quantum statistics from classical simulations via generative Gibbs sampling
Department of Chemistry, University of Chicago（芝加哥大学化学系）；James Franck Institute, University of Chicago（芝加哥大学詹姆斯·弗兰克研究所）；Courant Institute of Mathematical Sciences, New York University（纽约大学Courant数学科学研究所）
In a closed economic system, money is conserved. Thus, by analogy with energy, the equilibrium probability distribution of money must follow the exponential Gibbs law characterized by an effective temperature equal to the average amount of money per economic agent. We demonstrate how the Gibbs distribution emerges in computer simulations of economic models. Then we consider a thermal machine, in which the difference of temperatures allows one to extract a monetary profit. We also discuss the role of debt, and models with broken time-reversal symmetry for which the Gibbs law does not hold.
First, we analyze trajectories inside the Feigenbaum attractor and obtain the atypical weak sensitivity to initial conditions and loss of information associated to their dynamics. We identify the Mori singularities in its Lyapunov spectrum with the appearance of a special value for the entropic index q of the Tsallis statistics. Secondly, the dynamics of iterates at the noise-perturbed transition to chaos is shown to exhibit the characteristic elements of the glass transition, e.g. two-step relaxation, aging, subdiffusion and arrest. The properties of the bifurcation gap induced by the noise a…
Within the framework of Tsallis statistics with q ~ 1, we construct a perturbation theory for treating relativistic quantum field systems. We find that there appear initial correlations, which do not exist in the Boltzmann-Gibbs statistics. Applying this framework to a quark-gluon plasma, we find that the so-called thermal masses of quarks and gluons are smaller than in the case of Boltzmann-Gibbs statistics.
We derived the equation of the density operator for generalized entropy and generalized expectation value with quantum analysis when conserved quantities exist. The derived equation is simplified when the conventional expectation value is employed. The derived equation is also simplified when the commutation relations, $[\hatρ, \hat{H}]$ and $[\hatρ, \hat{Q}^{[a]}]$, are the functions of the density operator $\hatρ$, where $\hat{H}$ is the Hamiltonian, and $\hat{Q}^{[a]}$ is the conserved quantity. We derived the density operators for the von Neumann entropy, the Tsallis entropy, and the Rényi…
I investigate the extent to which the description of quantum systems by Gibbs states can be justified purely on the basis of tomographic data, without recourse to theoretical concepts such as infinite ensembles, environments, information, or to the systems' dynamics. I show that the use of Gibbs states amounts to a relevance hypothesis, which I spell out in detail. This hypothesis can be subjected to statistical hypothesis testing and hence assessed on the basis of the experimental data.
Although Gödel's incompleteness theorem made mathematician recognize that no axiomatic system could completely prove its correctness and that there is an eternal hole between our knowledge and the world, physicists so far continue to work on the approaches based on the hypothesis to completely or approximately know the systems of interest. In this paper, however, I review the recent development of a different approach, a statistical theory based upon the notion of incomplete information. This consideration leads to generalized statistical mechanics characterized by an incompleteness parameter …
We derive fluctuation relations for a many-body quantum system prepared in a Generalised Gibbs Ensemble subject to a general nonequilibrium protocol. By considering isolated integrable systems, we find generalisations to the Tasaki-Crooks and Jarzynski relations. Our approach is illustrated by studying the one-dimensional quantum Ising model subject to a sudden change in the transverse field, where we find that the statistics of the work done and irreversible entropy show signatures of quantum criticality. We discuss these fluctuation relations in the context of thermalisation.
An unified thermodynamical framework based in the use of a generalized Massieu-Planck thermodynamic potential is proposed and a new formulation of Boltzmann-Gibbs Statistical Mechanics is established. Under this philosophy a generalization of (classical) Boltzmann-Gibbs thermostatistics is suggested and connected to recent nonextensive statistics formulations. This is accomplished by defining a convenient squeezing function which restricts among the collections of Boltzmann-Gibbs configurations of the complete equilibrium closure. The formalism embodies Beck-Cohen superstatistics and a direct …
